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Causality in futures markets
Bryant, Henry L.; Bessler, David A.; Haigh, Michael S. - In: The journal of futures markets 26 (2006) 11, pp. 1039-1057
Persistent link: https://www.econbiz.de/10003392000
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Derivative pricing model and time-series approaches to hedging : a comparison
Bryant, Henry L.; Haigh, Michael S. - In: The journal of futures markets 25 (2005) 7, pp. 613-641
Persistent link: https://www.econbiz.de/10002983380
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Hedging foreign currency, freight, and commodity futures portfolios : a note
Haigh, Michael S.; Holt, Matthew T. - In: The journal of futures markets 22 (2002) 12, pp. 1205-1221
Persistent link: https://www.econbiz.de/10001713612
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Hedging multiple price and quantity exposures
Giaccotto, Carmelo; Hegde, Shantaram P.; McDermott, John B. - In: The journal of futures markets 21 (2001) 2, pp. 145-172
Persistent link: https://www.econbiz.de/10001542994
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Interest rate volatility, trading volume, and the hedging performance of T-bond and GNMA futures : a note
Hegde, Shantaram P. - In: The journal of futures markets 5 (1985) 2, pp. 273-286
Persistent link: https://www.econbiz.de/10001128562
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The impact of interest rate level and volatility on the performance of interest rate hedges
Hegde, Shantaram P. - In: The journal of futures markets 2 (1982) 4, pp. 341-356
Persistent link: https://www.econbiz.de/10001080709